Jul 2021
Jan 2022
Jul 2022
Jan 2023
Jul 2023
Jan 2024
Jul 2024
Jan 2025
1M
1.2M
1.4M
1.6M
1.8M
2M
10
10
10
10
20
20
20
20
30
30
30
30
40
40
40
40
50
50
50
50
Assets
5
10
15
20
5
10
15
20
5
10
15
20
5
10
15
20
5
10
15
20
Holding Periods
13.47
16.53
15.85
18.49
12.97
13.39
13.13
12.89
12.39
13.38
10.66
12.34
12.62
11.93
11.23
11.01
11.59
11.47
10.77
10.70
CAGR (%)
-2.31
-3.63
-2.21
-1.73
-1.30
-1.30
-2.38
-2.31
-1.63
-1.12
-2.12
-1.53
-1.32
-2.11
-1.50
-1.71
-1.13
-1.40
-1.64
-1.59
Max Drawdown (%)
11.30
16.56
16.29
20.57
14.96
16.95
17.22
16.92
16.17
18.50
15.57
18.37
17.74
17.40
17.43
16.82
16.42
17.54
17.50
16.66
Sharpe Ratio
17.17
22.40
17.89
20.31
23.64
23.67
21.22
22.19
24.03
23.19
20.95
23.34
24.24
23.60
22.49
22.15
22.28
23.42
22.02
21.52
Sortino Ratio
1.01
0.88
0.85
0.80
0.73
0.67
0.65
0.64
0.64
0.62
0.56
0.56
0.60
0.57
0.53
0.54
0.58
0.54
0.50
0.52
Annual Vol (%)
10 assets 5 periods
10 assets 10 periods
10 assets 15 periods
10 assets 20 periods
20 assets 5 periods
20 assets 10 periods
20 assets 15 periods
20 assets 20 periods
30 assets 5 periods
30 assets 10 periods
30 assets 15 periods
30 assets 20 periods
40 assets 5 periods
40 assets 10 periods
40 assets 15 periods
40 assets 20 periods
50 assets 5 periods
50 assets 10 periods
50 assets 15 periods
50 assets 20 periods
60 assets 5 periods
60 assets 10 periods
60 assets 15 periods
60 assets 20 periods
Portfolio Performance Analysis
Portfolio Value ($)
Portfolio Performance
Performance Metrics
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